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Lagrangian and Hamiltonian dynamics for probabilities on the statistical bundle
International Journal of Geometric Methods in Modern Physics ( IF 1.8 ) Pub Date : 2022-08-19 , DOI: 10.1142/s0219887822502140
Goffredo Chirco 1 , Luigi Malagò 2 , Giovanni Pistone 3
Affiliation  

We provide an Information-Geometric formulation of accelerated natural gradient on the Riemannian manifold of probability distributions, which is an affine manifold endowed with a dually-flat connection. In a non-parametric formalism, we consider the full set of positive probability functions on a finite sample space, and we provide a specific expression for the tangent and cotangent spaces over the statistical manifold, in terms of a Hilbert bundle structure that we call the Statistical Bundle. In this setting, we compute velocities and accelerations of a one-dimensional statistical model using the canonical dual pair of parallel transports and define a coherent formalism for Lagrangian and Hamiltonian mechanics on the bundle. We show how our formalism provides a consistent framework for accelerated natural gradient dynamics on the probability simplex, paving the way for direct applications in optimization.



中文翻译:

统计丛概率的拉格朗日和哈密顿动力学

我们在概率分布的黎曼流形上提供了加速自然梯度的信息几何公式,黎曼流形是一个具有对偶平面连接的仿射流形。在非参数形式主义中,我们考虑有限样本空间上的全套正概率函数,并根据我们称为统计包。在此设置中,我们使用典型的双平行传输对计算一维统计模型的速度和加速度,并为束上的拉格朗日和哈密顿力学定义相干形式。

更新日期:2022-08-19
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